Represents the accrual of interest expense during the period related to the hedged borrowings.

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Represents the net accrual of interest income during the period related to the interest rate contracts.

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The reduction to the maximum loss due to netting arrangements if the counterparties to the derivative instruments fail to meet their obligations.

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The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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Reflects the maximum amount of loss due to credit risk that, based on the gross fair value of the financial instrument, the entity would incur if parties to the financial instruments that make up the concentration failed completely to perform according to the terms of the contracts and the collateral or other security, if any, for the amount due proved to be of no value to the entity.

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The high end of the range of time remaining until maturity when a range is presented for a group of derivatives.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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The net gain (loss) recognized in earnings during the period due to the ineffectiveness on interest rate fair value hedges.

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Amount of unrealized gain (loss) included in earnings for the period related to the fair value of the hedged item in an interest rate fair value hedge, which was offset by the gain (loss) on the hedging instrument to the extent that the fair value hedge is determined to be effective.

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Amount of unrealized gain (loss) related to the fair value of interest rate derivatives designated as fair value hedging instruments. Recognized in earnings and offsets the gain (loss) on the hedged item to the extent that the fair value hedge is determined to be effective.

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Aggregate notional amount of all derivatives designated as cash flow hedging instruments. The notional amount relates to a number of currency units, shares, bushels, pounds, or other units specified in a derivative instrument.

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Aggregate notional amount of all interest rate derivatives designated as hedging instruments in fair value hedges. Notional amount refers to the monetary amount specified in the interest rate derivative contract.

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DERIVATIVE INSTRUMENTS (Details) (USD $) In Millions, unless otherwise specified	3 Months Ended		6 Months Ended			6 Months Ended		12 Months Ended	3 Months Ended		6 Months Ended
	Apr. 30, 2012	Apr. 30, 2011	Apr. 30, 2012	Apr. 30, 2011	Oct. 31, 2011	Apr. 30, 2012 Derivative Instruments	Apr. 30, 2011 Derivative Instruments	Oct. 31, 2011 Derivative Instruments	Apr. 30, 2012 Interest Rate Contracts	Apr. 30, 2011 Interest Rate Contracts	Apr. 30, 2012 Interest Rate Contracts	Apr. 30, 2011 Interest Rate Contracts	Oct. 31, 2011 Interest Rate Contracts	Apr. 30, 2012 Cross-Currency Interest Rate Contracts	Oct. 31, 2011 Cross-Currency Interest Rate Contracts	Apr. 30, 2011 Cross-Currency Interest Rate Contracts
DERIVATIVE INSTRUMENTS
Fair value of derivatives with credit-risk-related contingent features in a liability position	$ 14	$ 18	$ 14	$ 18	$ 23
Reduction in maximum loss if derivative counterparties fail to meet obligations - collateral received	35		35		25
Reduction in maximum loss if derivative counterparties fail to meet obligations - netting provisions	78	8	78	8	59
Derivative instruments
Maximum loss if derivative counterparties fail to meet obligations						534	345	485
Cash Flow Hedges
Notional amount of cash flow hedge derivatives									1,600	600	1,600	600	1,350	923	853	956
Cash flow hedge loss recorded in OCI to be reclassified within twelve months			(6)
Maximum maturity of cash flow hedge interest rate and cross-currency interest rate contracts (in months)	77 months		77 months
Gain (Loss) on Fair Value Hedges
Gains (losses) on interest rate contracts									(30)	(6)	77	(140)
Net accrued interest income on interest rate contracts									38	41	79	87
Gains (losses) on borrowings									25	5	(85)	135
Accrued interest expense on borrowings									73	68	144	138
Fair Value Hedges
Notional amount of interest rate fair value hedge derivatives	9,130	6,399	9,130	6,399	7,730
Gain (loss) on ineffective portion of interest rate fair value hedge derivatives	$ (5)	$ (1)	$ (8)	$ (5)